-33.7%
FICO vs CAPR
-74.5%
+40.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | -0.3% | +29.7% | -30.0% | -0.1% |
| 30D | +1.7% | +11.0% | -9.3% | +1.5% |
| 3M | -35.2% | +118.8% | -154.0% | -35.4% |
| 6M | -33.7% | -73.9% | +40.3% | -39.0% |
| All | -33.7% | -74.5% | +40.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling